Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 631.303170 646.505267 661.457120 677.265383 693.500027 709.682111 727.027307
2025-12-28 609.105852 631.363664 653.549731 677.322597 702.072908 727.080328 754.257043
2026-01-04 594.911131 622.164974 649.599978 679.289394 710.514389 742.383566 777.374555
2026-01-11 584.465859 615.764893 647.530399 682.189780 718.950622 756.786811 798.687263
2026-01-18 574.846493 609.528013 644.977654 683.935015 725.560142 768.719527 816.875912
2026-01-25 567.832506 605.577245 644.405892 687.353403 733.548560 781.766613 835.935476
2026-02-01 560.765753 601.199756 643.038903 689.590675 739.968926 792.875473 852.684811
2026-02-08 554.489634 597.381146 642.004627 691.927714 746.261631 803.647843 868.901186
2026-02-15 547.968837 593.051283 640.192255 693.203129 751.204558 812.791576 883.206177
2026-02-22 542.104952 589.231036 638.744977 694.694872 756.219963 821.878885 897.339798
2026-03-01 536.178455 585.162764 636.862359 695.550964 760.395566 829.929324 910.238927
2026-03-08 529.944648 580.594512 634.282015 695.493920 763.433453 836.619070 921.545172
2026-03-15 525.202228 577.566137 633.303376 697.123696 768.272435 845.257802 935.005765
2026-03-22 519.603387 573.462516 631.020902 697.195397 771.281482 851.788305 946.056816
2026-03-29 515.663674 571.101217 630.577029 699.227393 776.402686 860.616286 959.650867
2026-04-05 512.608963 569.641020 631.058659 702.223769 782.547274 870.552042 974.480227
2026-04-12 508.897882 567.358229 630.542705 704.026789 787.288452 878.869407 987.459742
2026-04-19 506.546029 566.536976 631.606531 707.558413 793.942854 889.323904 1002.871362
2026-04-26 503.497023 564.858214 631.642526 709.869835 799.168498 898.133803 1016.403102
2026-05-03 500.653824 563.349381 631.814115 712.284363 804.471905 907.009504 1030.010132
2026-05-10 497.203835 561.085747 631.071518 713.602081 808.477388 914.375600 1041.872322
2026-05-17 494.028886 559.077655 630.566813 715.143314 812.700000 921.966005 1053.989047
2026-05-24 490.540200 556.652467 629.533318 716.027814 816.125721 928.613748 1065.004695